+18.8%
PGR vs CAG
-4.0%
+22.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +1.3% | +10.1% | -8.8% | -1.2% |
| 30D | +10.0% | +15.3% | -5.4% | +5.9% |
| 3M | +9.6% | +3.3% | +6.3% | +8.5% |
| 6M | +18.0% | +12.1% | +5.9% | +13.9% |
| YTD | +9.0% | -5.3% | +14.3% | +7.8% |
| 1Y | +18.8% | -4.0% | +22.8% | +17.3% |
| All | +18.8% | -4.0% | +22.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling